International Business Machines Corporation
TUNING CLASSIFICATION HYPERPARAMETERS

Abstract:

In an approach to hyperparameter optimization, one or more computer processors express a hyperparameter tuning process of a model based on a type of model, one or more dimensions of a training dataset, associated loss function of the model, and associated computational constraints of the model, comprising: identifying a set of optimal hyper-rectangles based a calculated local variability and a calculated best function value; calculating a point as a representative for each identified potentially optimal hyper-rectangle by locally searching over the identified set of potentially optimal hyper-rectangles; dividing one or more hyper-rectangles in the identified set of optimal hyper-rectangles into a plurality of smaller hyper-rectangles based on each calculated point; and calculating one or more optimal hyperparameters utilizing a globally converged hyper-rectangle from the plurality of smaller hyper-rectangles. The one or more computer processors classify one or more unknown datapoints utilizing the model associated with tuned hyperparameters.